Set Origin to geometry not available
The screenshot shows an object origin at the center of the mesh, with a dotted line to the Orca. If I add an empty to the default scene, and define that empty as a parent of the default cube, I get a dotted line from the empty to the cube much like the line shown in the screenshot. If I select the empty object, the "Set origin" button disappears from the tool shelf. This suggests to me that you don't have the Orca selected, but instead have selected the empty.